+2,898.2%
LITE vs BAX
-19.7%
+2,917.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.5% | -17.7% |
| 7D | -44.6% | +9.1% | -53.7% | -46.2% |
| 30D | -55.0% | +5.3% | -60.3% | -56.0% |
| 3M | -38.3% | -6.1% | -32.2% | -37.8% |
| 6M | -48.8% | +53.3% | -102.0% | -57.1% |
| YTD | +38.3% | +34.4% | +3.9% | +19.6% |
| 1Y | +119.0% | +43.2% | +75.8% | +84.0% |
| 3Y | +1,092.0% | -20.1% | +1,112.1% | +1,098.4% |
| 5Y | +446.1% | -63.7% | +509.8% | +674.7% |
| 10Y | +1,381.7% | -36.3% | +1,418.0% | +1,606.5% |
| All | +2,898.2% | -19.7% | +2,917.9% | +3,218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling